+561.8%
GWW vs WSM
+1,071.8%
-510.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -3.4% | -0.5% | -2.8% | -3.2% |
| 30D | -1.9% | -7.7% | +5.8% | -0.2% |
| 3M | -2.4% | +3.8% | -6.2% | -3.4% |
| 6M | +15.7% | +22.7% | -6.9% | +10.0% |
| YTD | +27.6% | +28.0% | -0.4% | +20.0% |
| 1Y | +27.2% | +12.7% | +14.5% | +22.7% |
| 3Y | +89.7% | +231.3% | -141.6% | +36.0% |
| 5Y | +223.9% | +177.2% | +46.7% | +133.3% |
| All | +561.8% | +1,071.8% | -510.0% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling